How to save a physics animation?
You have to  bake it. What you did looks probalby like this

But there  is  a better way to do it. Go to the physiks panel and go to cache.

Now you have to bake it till the frame that you want it to have.
Now you have a blue that looks like this.

Now you can save the object and when you open it again, it will stay as it is.